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Philippines: Financial Sector Assessment Program-Technical Note on Bank Stress Test for Climate Change Risks

International Monetary Fund / Monetary and Capital … - 2022

other hand, exposures to transition risk are concentrated in the coal-based power generation sector and the government …

Persistent link: https://www.econbiz.de/10015060388

Stress testing and financial instability

Ionescu, Cristian - In: Economics, management and financial markets 9 (2014) 1, pp. 466-474

Persistent link: https://www.econbiz.de/10011543990

Managing financial sector risks from the COVID-19 crisis in the Caucasus and Central Asia

Teodoru, Iulia Ruxandra; Akepanidtaworn, Klakow - 2022

The COVID-19 crisis raises the risk of renewed financial sector pressures in the Caucasus and Central Asia (CCA) region … in the period ahead. Bank distress and its economic and fiscal fallout have been recurring features of many CCA countries …

Persistent link: https://www.econbiz.de/10013336079

Banking supervision : conceptual model of banking stress test

Ioan, Viorica; Fortea, Costinela - In: Analele Universitătii Dunărea de Jos Galaţi 25 (2019) 1, pp. 189-192

Persistent link: https://www.econbiz.de/10012285176

Banking system stress testing and COVID-19 : a first summary appraisal

Henry, Jérôme - In: Journal of risk management in financial institutions 14 (2020/2021) 1, pp. 7-24

Persistent link: https://www.econbiz.de/10012504462

A top-down approach to stress-testing banks

Kapinos, Pavel; Mitnik, Oscar A. - In: Journal of financial services research : JFSR 49 (2016) 2/3, pp. 229-264

Persistent link: https://www.econbiz.de/10011592089

The global bank stress test

Ding, Xiaodan; Groß, Marco; Krznar, Ivo; Laliotis, … - 2022

Persistent link: https://www.econbiz.de/10013336031

Reverse stress testing : scenario design for macroprudential stress tests

Baes, Michel; Schaanning, Eric - In: Mathematical finance : an international journal of … 33 (2023) 2, pp. 209-256

Persistent link: https://www.econbiz.de/10014278668

Systematic systemic stress tests

Breuer, Thomas; Summer, Martin - 2018

Persistent link: https://www.econbiz.de/10011984002

Stress testing with multiple scenarios : a tale on tails and reverse stress scenarios

Aikman, David; Angotti, Romain; Budnik, Katarzyna - 2024

's vulnerability in multiple plausible macro-financial scenarios. The approach helps identify macro-financial risk factors of …

Persistent link: https://www.econbiz.de/10014558792